V-Lab
KT&G Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, April 22nd, 2024:17.95% (-0.33%)
Analysis last updated: Sunday, April 21, 2024 at 12:10 AM UTC
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0104 | 9.85 | |
| 0.0487 | 18.26 | |
| 0.9550 | 624.99 | |
| -0.0127 | -3.43 |
Estimation Period:
Oct 8, 1999 to Apr 19, 2024
Oct 8, 1999 to Apr 19, 2024